Are there devices which can figure out at what frequency every device transmitting radio frequencies operate at precisely? Say from a high of 2.4 GHz microwave to a low of 402 Hz pacemaker.
Yes, such devices exists and are called spectrum analyzers.
You will also need to buy an near field probe kit, if you want to work with lower frequencies. They do not propagate well through air, so you need a somewhat sensitive "antenna" that must be put near the source.
The range of frequencies you need is quite wide, be ware that not all makes/models support this, and it is going to cost you a few 10 k$.
As Vladimir said, what you're looking for is a spectrum analyzer.
Whether you actually need a high-quality, high-sensitivity measurement device or just something that can observe a bit of spectrum, move on to the next and give you a rough idea of what's there in power, can't be answered from your question.
As Vladimir also pointed out: at 402 Hz, you're not seeing an electromagnetic wave emanating from your device (you're too close, compared to wavelength), so no "RF", since there's no "R" for Radio like Radiating. (A somewhat feasible antenna for 402 Hz radio waves would literally be hundreds of km in length). You'd more be looking at one half of a transformer than at an antenna! So, you need a near field probe (which happens to be technically a winding, like a transformer winding). (also, at all the other sources of low-frequency EM).
If you can actually work with starting at higher frequencies (say, 60 MHz) and using an oscilloscope with a few copper windings for anything below as improvised near field probe / detector:
A couple hundred euros in SDR equipment (example, I'm affiliated with these guys) could give you continuous coverage from 60 MHz to about 6 GHz, given you add broadband antennas.
That equipment wouldn't be calibrated, so you won't get absolute powers, but would still be able to infer relative emission levels.
I'd like to add that EMI measurements require you to make sure it's mainly your device under test doing the emissions – the cost of an RF-isolated measurement chamber might be significant, depending on how sure you need to be.
If you go the uncalibrated SDR route – which might be very fine for you, because your question suggests you're more interested in frequencies than exact power levels – notice that you might want have a high-quality oscillator. These could be the same oscillator used to drive the device under test, or another measurement device, or a GPS-disciplined oscillator: for some SDR devices (the example I linked to above, for example) these are available as add-ons.
You can get excellent frequency estimation performance with an SDR – better even than with a classical Spectrum Analyzer – if you know what you're looking for.
For low frequencies, do this
You will see lots of 60Hz (50Hz, in Japan) on the output.
Near a loudspeaker cable, you will see the MUSIC waveforms.
Near a car, you see the spark plug voltages, and probably the alternator.
Near a black-brick battery charger, you find the switching power supply at 100,000Hz and up.
Near a computer display, you see the 100,000 Hertz???? row update rate.